Results 221 to 230 of about 213,637 (250)
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1996
Abstract Throughout the previous chapters, we have seen various aspects of the model building process. In Chapter 3, we generally assumed that the chosen family of models, 𝒫, was suitable, and studied how to rank the relative merits of different members of that family, whether different functional forms or simply different parameter ...
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Abstract Throughout the previous chapters, we have seen various aspects of the model building process. In Chapter 3, we generally assumed that the chosen family of models, 𝒫, was suitable, and studied how to rank the relative merits of different members of that family, whether different functional forms or simply different parameter ...
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»Smooth test» for goodness of fit
Scandinavian Actuarial Journal, 1937Abstract Dedicated to the memory of Karl Pearson (27 March 1857—27 April 1936) who originated the problem of a test for goodness of fit and was first to advance its solution.
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On Goodness of Fit for Operational Risk
International Statistical Review, 2015SummaryThe Advanced Measurement Approach (AMA) to operational risk, as described by the Basel Committee on Banking Supervision (), provides a framework meant to be used by banks for establishing the capital required to be set aside to cover worst‐case operational loss scenarios. The problems raised by an AMA approach are primarily statistical in nature,
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Abstract The chapter begins with a presentation of the chi-squared test which is suitable when there are many observations. When data are scarce a Monte Carlo simulation approach is presented. The Kolmogorov-Smirnov test is used for comparing two distributions, while the dispersion test may be used to test for a Poisson distribution ...
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Goodness of Fit and Related Inference Processes for Quantile Regression
Journal of the American Statistical Association, 1999Roger Koenker
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Journal of the American Statistical Association, 1931
Edwin B. Wilson +2 more
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Edwin B. Wilson +2 more
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Small-Sample Comparisons of Exact Levels for Chi-Squared Goodness-of-Fit Statistics
Journal of the American Statistical Association, 1978Kinley Larntz
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